An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011
This paper takes data from equity markets from 42 countries in order to build an internationally diversified portfolio. The method is similar to traditional domestic diversification. The objective is to build a minimum variance portfolio, and the results suggest that the diversified position should...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
|
| Online Access: | https://eprints.nottingham.ac.uk/25622/ |
| _version_ | 1848793019945320448 |
|---|---|
| author | Guan, Fang |
| author_facet | Guan, Fang |
| author_sort | Guan, Fang |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This paper takes data from equity markets from 42 countries in order to build an internationally diversified portfolio. The method is similar to traditional domestic diversification. The objective is to build a minimum variance portfolio, and the results suggest that the diversified position should be much more preferred compared to the simple domestic market. This paper also carries out the study on the impact on the portfolio performance with the change of weight in the domestic market. The results prove that moving from a complete domestic portfolio into a more international portfolio can largely improve the performance. |
| first_indexed | 2025-11-14T18:53:39Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-25622 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:53:39Z |
| publishDate | 2012 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-256222017-10-19T14:39:00Z https://eprints.nottingham.ac.uk/25622/ An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 Guan, Fang This paper takes data from equity markets from 42 countries in order to build an internationally diversified portfolio. The method is similar to traditional domestic diversification. The objective is to build a minimum variance portfolio, and the results suggest that the diversified position should be much more preferred compared to the simple domestic market. This paper also carries out the study on the impact on the portfolio performance with the change of weight in the domestic market. The results prove that moving from a complete domestic portfolio into a more international portfolio can largely improve the performance. 2012 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/25622/1/Dissertaion.pdf Guan, Fang (2012) An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011. [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | Guan, Fang An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 |
| title | An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 |
| title_full | An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 |
| title_fullStr | An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 |
| title_full_unstemmed | An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 |
| title_short | An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011 |
| title_sort | analysis of internationally diversified portfolios based on world equity markets data from 2001-2011 |
| url | https://eprints.nottingham.ac.uk/25622/ |